Hog Profit Margin Hedging: A Long-term Out-of-sample Evaluation
This thesis is a long-term evaluation of the profit margin hedging strategy suggested by Kenyon and Clay. To implement this strategy an expected profit margin is estimated based on the amount of pork, corn price, and soybean meal price. The profit margin that can be 'locked in' by the futu...
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Virginia Tech
2011
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| Online Access: | http://hdl.handle.net/10919/10026 http://scholar.lib.vt.edu/theses/available/etd-05022000-16580018 |